Optimal Concentration Inequalities for Dynamical Systems
Copyright policy )Optimal Concentration Inequalities for Dynamical Systems
For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration inequalities. Those inequalities are optimal. We give some applications of such inequalities to specific systems and specific observables.
[MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS], mixing rates, FOS: Mathematics, random-variables, [MATH.MATH-DS] Mathematics [math]/Dynamical Systems [math.DS], billiards, Dynamical Systems (math.DS), Mathematics - Dynamical Systems, Devroye inequality, 510, decay, interval, moment
[MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS], mixing rates, FOS: Mathematics, random-variables, [MATH.MATH-DS] Mathematics [math]/Dynamical Systems [math.DS], billiards, Dynamical Systems (math.DS), Mathematics - Dynamical Systems, Devroye inequality, 510, decay, interval, moment
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